+268.9%
AMAT vs MRNA
-67.6%
+336.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.2% |
| 7D | +7.0% | -9.0% | +16.0% | +7.6% |
| 30D | -12.2% | +137.2% | -149.4% | -23.1% |
| 3M | -3.8% | +194.8% | -198.6% | -20.4% |
| 6M | +45.9% | +167.2% | -121.3% | +22.8% |
| YTD | +84.6% | +375.9% | -291.2% | +38.0% |
| 1Y | +193.4% | +465.2% | -271.8% | +110.0% |
| 3Y | +228.1% | +30.4% | +197.7% | +188.6% |
| 5Y | +268.9% | -66.8% | +335.8% | +252.6% |
| All | +268.9% | -67.6% | +336.6% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling